-74.6%
FRSH vs ES
+3.4%
-77.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.6% | -5.1% |
| 7D | -10.1% | +1.4% | -11.5% | -10.4% |
| 30D | +2.2% | -1.2% | +3.4% | +2.4% |
| 3M | +28.6% | +5.0% | +23.6% | +27.2% |
| 6M | +40.2% | -2.8% | +43.0% | +41.0% |
| YTD | -1.2% | +8.6% | -9.8% | -3.9% |
| 1Y | -7.9% | +18.9% | -26.9% | -13.4% |
| 3Y | -44.7% | +32.1% | -76.9% | -51.2% |
| All | -74.6% | +3.4% | -77.9% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling